Access Statistics for Maria do Rosário Grossinho
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations | 0 | 0 | 0 | 3 | 1 | 2 | 4 | 27 |
| Option pricing in exponential L\'evy models with transaction costs | 0 | 0 | 1 | 17 | 0 | 1 | 3 | 44 |
| Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function | 0 | 0 | 0 | 21 | 0 | 5 | 6 | 65 |
| Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function | 0 | 0 | 1 | 8 | 1 | 3 | 5 | 26 |
| Total Working Papers | 0 | 0 | 2 | 49 | 2 | 11 | 18 | 162 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail